-17.9%
CLS vs AMDL
+130.1%
-148.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -17.6% | +12.2% | -0.3% |
| 7D | +16.3% | +37.2% | -20.9% | +5.1% |
| 30D | -25.7% | -24.0% | -1.6% | -22.8% |
| 3M | -30.9% | -1.0% | -29.8% | -33.8% |
| 6M | -35.5% | -3.2% | -32.3% | -40.8% |
| YTD | -18.7% | +232.2% | -250.9% | -55.5% |
| 1Y | -17.9% | +137.7% | -155.6% | -44.8% |
| All | -17.9% | +130.1% | -148.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling